TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
25 Apr 2025 04:12 PM IST
| TATASTEEL 29MAY2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.03
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 25 Apr | 138.85 | 0.2 | -0.1 | 34.52 | 1,393 | 187 | 637 | |||
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| 24 Apr | 141.52 | 0.25 | -0.1 | 32.21 | 424 | 13 | 459 | |||
| 23 Apr | 141.16 | 0.3 | -0.05 | 33.66 | 342 | 11 | 446 | |||
| 22 Apr | 138.16 | 0.35 | -0.05 | 37.26 | 224 | 55 | 434 | |||
| 21 Apr | 139.18 | 0.4 | 0 | 35.98 | 106 | 40 | 379 | |||
| 17 Apr | 137.14 | 0.4 | 0 | 36.49 | 15 | 10 | 338 | |||
| 16 Apr | 136.97 | 0.4 | -0.1 | 36.17 | 144 | 50 | 328 | |||
| 15 Apr | 136.41 | 0.45 | -0.05 | 37.03 | 82 | 43 | 279 | |||
| 11 Apr | 133.42 | 0.5 | 0 | 39.49 | 73 | 39 | 236 | |||
| 9 Apr | 127.18 | 0.45 | -0.05 | 44.09 | 41 | 34 | 197 | |||
| 8 Apr | 130.28 | 0.5 | -0.05 | 41.73 | 92 | -9 | 163 | |||
| 7 Apr | 129.48 | 0.55 | -0.05 | 41.91 | 178 | -19 | 172 | |||
| 4 Apr | 140.39 | 0.6 | -1.15 | 30.91 | 216 | 15 | 191 | |||
| 3 Apr | 153.62 | 1.7 | -0.4 | 25.07 | 106 | 19 | 176 | |||
| 2 Apr | 154.69 | 2.1 | 0.2 | 25.78 | 139 | 63 | 155 | |||
| 1 Apr | 153.12 | 1.8 | -0.4 | 25.82 | 65 | 15 | 92 | |||
| 28 Mar | 154.24 | 2.2 | -0.35 | 26.03 | 51 | 23 | 77 | |||
| 27 Mar | 155.42 | 2.55 | -0.3 | 25.58 | 18 | 5 | 53 | |||
| 26 Mar | 155.81 | 2.85 | -0.45 | 27.29 | 3 | 2 | 48 | |||
| 25 Mar | 156.73 | 3.3 | -0.45 | 27.28 | 10 | 4 | 45 | |||
| 24 Mar | 158.42 | 3.75 | 0.3 | 26.39 | 16 | 7 | 38 | |||
| 21 Mar | 157.28 | 3.45 | -0.3 | 25.52 | 20 | 17 | 30 | |||
| 20 Mar | 159.04 | 3.75 | 1.9 | 24.46 | 17 | 12 | 12 | |||
For Tata Steel Limited - strike price 170 expiring on 29MAY2025
Delta for 170 CE is 0.04
Historical price for 170 CE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 34.52, the open interest changed by 187 which increased total open position to 637
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 32.21, the open interest changed by 13 which increased total open position to 459
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 33.66, the open interest changed by 11 which increased total open position to 446
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 37.26, the open interest changed by 55 which increased total open position to 434
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 35.98, the open interest changed by 40 which increased total open position to 379
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.49, the open interest changed by 10 which increased total open position to 338
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 36.17, the open interest changed by 50 which increased total open position to 328
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 37.03, the open interest changed by 43 which increased total open position to 279
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 39.49, the open interest changed by 39 which increased total open position to 236
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 44.09, the open interest changed by 34 which increased total open position to 197
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 41.73, the open interest changed by -9 which decreased total open position to 163
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 41.91, the open interest changed by -19 which decreased total open position to 172
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 0.6, which was -1.15 lower than the previous day. The implied volatity was 30.91, the open interest changed by 15 which increased total open position to 191
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 1.7, which was -0.4 lower than the previous day. The implied volatity was 25.07, the open interest changed by 19 which increased total open position to 176
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 2.1, which was 0.2 higher than the previous day. The implied volatity was 25.78, the open interest changed by 63 which increased total open position to 155
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 25.82, the open interest changed by 15 which increased total open position to 92
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 26.03, the open interest changed by 23 which increased total open position to 77
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 2.55, which was -0.3 lower than the previous day. The implied volatity was 25.58, the open interest changed by 5 which increased total open position to 53
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 27.29, the open interest changed by 2 which increased total open position to 48
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 45
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 3.75, which was 0.3 higher than the previous day. The implied volatity was 26.39, the open interest changed by 7 which increased total open position to 38
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 25.52, the open interest changed by 17 which increased total open position to 30
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 3.75, which was 1.9 higher than the previous day. The implied volatity was 24.46, the open interest changed by 12 which increased total open position to 12
| TATASTEEL 29MAY2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.05
Theta: 0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 25 Apr | 138.85 | 30.35 | 3.1 | 40.63 | 2 | -1 | 143 |
| 24 Apr | 141.52 | 27.3 | -0.7 | 34.65 | 35 | 26 | 144 |
| 23 Apr | 141.16 | 27.95 | -3.05 | 34.06 | 28 | 18 | 117 |
| 22 Apr | 138.16 | 31.15 | 1.4 | 44.91 | 73 | 60 | 99 |
| 21 Apr | 139.18 | 29.8 | -0.35 | 44.28 | 50 | 39 | 39 |
| 17 Apr | 137.14 | 30.15 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 136.97 | 30.15 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 136.41 | 30.15 | 0 | - | 0 | 0 | 0 |
| 11 Apr | 133.42 | 30.15 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 127.18 | 30.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 130.28 | 30.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 129.48 | 30.15 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 140.39 | 30.15 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 153.62 | 30.15 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 154.69 | 30.15 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 153.12 | 30.15 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 154.24 | 30.15 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 155.42 | 30.15 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 155.81 | 30.15 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 156.73 | 30.15 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 158.42 | 30.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 157.28 | 30.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 159.04 | 30.15 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 170 expiring on 29MAY2025
Delta for 170 PE is -0.93
Historical price for 170 PE is as follows
On 25 Apr TATASTEEL was trading at 138.85. The strike last trading price was 30.35, which was 3.1 higher than the previous day. The implied volatity was 40.63, the open interest changed by -1 which decreased total open position to 143
On 24 Apr TATASTEEL was trading at 141.52. The strike last trading price was 27.3, which was -0.7 lower than the previous day. The implied volatity was 34.65, the open interest changed by 26 which increased total open position to 144
On 23 Apr TATASTEEL was trading at 141.16. The strike last trading price was 27.95, which was -3.05 lower than the previous day. The implied volatity was 34.06, the open interest changed by 18 which increased total open position to 117
On 22 Apr TATASTEEL was trading at 138.16. The strike last trading price was 31.15, which was 1.4 higher than the previous day. The implied volatity was 44.91, the open interest changed by 60 which increased total open position to 99
On 21 Apr TATASTEEL was trading at 139.18. The strike last trading price was 29.8, which was -0.35 lower than the previous day. The implied volatity was 44.28, the open interest changed by 39 which increased total open position to 39
On 17 Apr TATASTEEL was trading at 137.14. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATASTEEL was trading at 136.97. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATASTEEL was trading at 136.41. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr TATASTEEL was trading at 133.42. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATASTEEL was trading at 127.18. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATASTEEL was trading at 130.28. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATASTEEL was trading at 129.48. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr TATASTEEL was trading at 140.39. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr TATASTEEL was trading at 153.62. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATASTEEL was trading at 154.69. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TATASTEEL was trading at 153.12. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATASTEEL was trading at 154.24. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATASTEEL was trading at 155.42. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATASTEEL was trading at 155.81. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar TATASTEEL was trading at 156.73. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATASTEEL was trading at 158.42. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TATASTEEL was trading at 157.28. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar TATASTEEL was trading at 159.04. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
